Systematic investing · Factor research · Madrid
Evidence over intuition.
A boutique quantitative practice in factor investing for equities. Coaching, consulting and team training on Portfolio123.
Free. No commitment. 45 minutes.
ABOUT THE PRACTICE
A boutique practice in quantitative factor investing.
A research-led practice founded by Carlos Morales. We design, validate and operate factor-based investment frameworks in equity markets.
Learn more about Carlos Morales
AREAS OF PRACTICE
Three complementary services.
EDUCATION · 1-TO-1
Quant coaching
A structured curriculum that takes capable investors from factor investing fundamentals to advanced research workflows. Delivered in private 1-to-1 sessions, tailored to your pace.
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CONSULTING · INSTITUTIONS
Quant consulting
Bespoke quantitative engagements for institutional investors and high-net-worth individuals: factor models, risk frameworks, process automation and custom research systems.
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NEW · TRAINING · TEAMS
Team training
Factor and quant investing training for investment teams, delivered on-site or remote: from foundations to advanced research workflows, adapted to your firm's process.
View trainingMETHODOLOGY
From hypothesis to operational deployment.
One four-stage discipline runs through coaching, consulting and training.
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Assess
A 45-minute conversation to establish fit: objectives, constraints, current process and the scope of the engagement.
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Design
Factor models and strategy rules engineered in Portfolio123: universes, rankings and buy and sell rules, grounded in published evidence.
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Validate
Backtests treated as hypotheses to attack: out-of-sample checks, robustness across regimes, deflated performance statistics.
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Operate
An operational, rules-based process you can run and audit, with the documentation and training to keep it disciplined.
Start with a 45-minute conversation.
Request an introductory consultationRESEARCH INFRASTRUCTURE
The research desk behind every engagement.
Every engagement runs on the same stack we use for our own systematic research: Portfolio123 for factor models and backtesting, Python for validation, and Claude-assisted workflows documented in our open-source skills.
RESEARCH & INSIGHTS
Explore our research.
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Article
The index was calm. The cross-section was not.
Notes from a second conversation with David Nelson on The Money Runner. A quiet index sat on top of a violent cross-section, and the interesting question was not which factor was winning but what a momentum factor is actually holding when it does.
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Research · SSRN
Nature of the Factors: Value
Two portfolios, both honestly called value, cut from the same universe on the same date and to the same size, hold seven names in ten differently. An empirical study of the accounting decisions that decide which companies a value rule holds. Published on SSRN.
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Article
A Free Claude Skill That Argues With Your Backtest
A free Claude skill built from 71 quant finance papers. It audits backtests, runs deflated Sharpe and factor attribution, and cites a page for every number.
Considering a quantitative approach?
Begin with a free 45-minute introductory conversation to assess fit, scope and approach.
Request an introductory consultationOr write to: c.morales@quantsolvings.com